Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 88.36%
August 31, 2024 88.36%
July 31, 2024 88.36%
June 30, 2024 88.36%
May 31, 2024 88.36%
April 30, 2024 88.36%
March 31, 2024 88.36%
February 29, 2024 88.36%
January 31, 2024 88.36%
December 31, 2023 88.36%
November 30, 2023 88.36%
October 31, 2023 88.36%
September 30, 2023 88.36%
August 31, 2023 88.36%
July 31, 2023 88.36%
June 30, 2023 88.36%
May 31, 2023 88.36%
April 30, 2023 88.36%
March 31, 2023 88.36%
February 28, 2023 88.36%
January 31, 2023 88.36%
December 31, 2022 88.36%
November 30, 2022 87.56%
October 31, 2022 86.22%
September 30, 2022 86.10%
Date Value
August 31, 2022 86.10%
July 31, 2022 86.10%
June 30, 2022 86.10%
May 31, 2022 86.10%
April 30, 2022 86.10%
March 31, 2022 84.58%
February 28, 2022 83.54%
January 31, 2022 82.99%
December 31, 2021 77.90%
November 30, 2021 76.70%
October 31, 2021 76.70%
September 30, 2021 76.70%
August 31, 2021 76.70%
July 31, 2021 76.70%
June 30, 2021 76.70%
May 31, 2021 76.70%
April 30, 2021 76.70%
March 31, 2021 76.70%
February 28, 2021 76.70%
January 31, 2021 76.70%
December 31, 2020 76.70%
November 30, 2020 76.70%
October 31, 2020 76.70%
September 30, 2020 76.70%
August 31, 2020 76.70%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

76.70%
Minimum
Nov 2019
88.36%
Maximum
Dec 2022
82.73%
Average
86.10%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks